All black, don't forget the very important trenchcoat. A black bandana will help too because they will think you are in a gang AND about to snap and kill them all.
Then go down to the gym where they keep their mats propped up and punch the shit out of them until your knuckles bleed. Go back to class with bloody knuckles.
Most bullies are actually pussies and will fall for this and not bother you anymore. Needless to say if you live in the ghetto they might actually be threatening and this won't work.
Joke? Not really. I figured this out firsthand. The trenchcoat was originally for anime reasons, the bandana because Motley Crue wore them and the punch the gym mats... I hated my fucking art teacher and needed to vent.
It's a shame that I didn't figure this out until tenth grade as I could have avoided about 6 years of teasing, pushing, gum spit in my hair and having my shit vandalized.
Actually I will add a good example, I have NEVER heard of any person ever insult Rob Halford about being gay.